Tour v536
FSLY
FASTLY INC A
$15.38 -26.88%
$15.16 (-1.43%)🌙
as of 11/05 06:29 PM
◀ 11/5 18:29 ▶

Option Volume

Detail
ℹ
Current (11/05) 21,628
Calls: 12,907 (60%)
Puts: 8,721 (40%)
Prior (11/04) 36,616
Calls: 26,011 (71%)
Puts: 10,605 (29%)
Current vs Prior -40.93%
Calls: -50.38% (Calls)
Puts: -17.77% (Puts)
Prior 7-Day Total 92,814
Calls: 63,715 (69%)
Puts: 29,099 (31%)
Prior 7-Day Average 13,259
Calls: 9,102 (69%)
Puts: 4,157 (31%)
Current vs Prior 7-Day Avg +63.12%
Calls: +41.80%
Puts: +109.79%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $4.30M
Calls: $1.20M (28%)
Puts: $3.10M (72%)
Prior (11/04) $5.61M
Calls: $4.59M (82%)
Puts: $1.02M (18%)
Current vs Prior -23.32%
Calls: -73.85%
Puts: +204.25%
Prior 7-Day Total $23.11M
Calls: $15.21M (66%)
Puts: $7.89M (34%)
Prior 7-Day Average $3.30M
Calls: $2.17M (66%)
Puts: $1.13M (34%)
Current vs Prior 7-Day Avg +30.31%
Calls: -44.78%
Puts: +175.04%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.68
Prior (11/04) 0.41
Current vs Prior +65.72%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg +45.85%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05) 144,147
Calls: 99,790 (69%)
Puts: 44,357 (31%)
Prior (11/04) 197,964
Calls: 101,707 (51%)
Puts: 96,257 (49%)
Current vs Prior -27.19%
Prior 7-Day Total 868,271
Calls: 488,644 (56%)
Puts: 379,627 (44%)
Prior 7-Day Average 124,038
Calls: 69,806 (56%)
Puts: 54,232 (44%)
Current vs Prior 7-Day Avg +16.21%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 9.10% | 14.76%17.30% | 23.93%
Prior 20.20% | 22.10%24.62% | 28.52%
Current vs Prior -54.94% | -33.22%-29.75% | -16.10%
Prior 7-Day Avg 15.08% | 22.28%24.95% | 29.25%
Current vs 7-Day Avg -39.64% | -33.77%-30.69% | -18.19%
Prior 7-Day Eod 20.20% | 22.10%24.62% | 28.52%
Current vs 7-Day Eod -54.94% | -33.22%-29.75% | -16.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 13.43% | 12.21%
Calls: 21.74% | 8.00%
Puts: 5.13% | 16.43%
Prior 13.43% | 12.21%
Calls: 21.74% | 8.00%
Puts: 5.13% | 16.43%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 49.18% | 21.28%
Calls: 64.65% | 18.16%
Puts: 33.71% | 24.40%
Current vs 7-Day Avg -72.69% | -42.63%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 72% put dollar volume ($3.10M). Below-average activity with volume down 41% vs prior. Bullish P/C ratio of 0.68. P/C ratio rising 66% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 8.7%, best 8.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Nov 202.202.40$2.308.7%20.66144

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 43 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Nov 61.201.95$1.5847.5%570.8899
$12.50Dec 183.404.10$3.7518.7%110.83--
$14.50Nov 60.851.55$1.2058.3%1180.77--
$14.00Nov 131.602.05$1.8324.6%10.76--
$14.00Nov 201.852.40$2.1325.8%70.73--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Nov 61.551.85$1.7017.6%7381.00839
$17.50Nov 62.002.60$2.3026.1%341.00106
$18.00Nov 62.003.20$2.6046.2%1691.00348
$16.50Nov 61.151.45$1.3023.1%5290.881.9K
$18.00Nov 132.453.00$2.7320.1%720.8576

Most actively traded options today. High liquidity = easy entry/exit. 82 active (total vol 8.3K, top 755)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Nov 60.000.35$0.18194.4%5280.237
$17.50Nov 60.000.20$0.10200.0%3500.13205
$17.00Nov 130.350.55$0.4544.4%2800.311
$16.00Nov 130.650.80$0.7320.5%2790.45--
$16.00Nov 60.250.45$0.3557.1%2180.37120
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Nov 60.701.00$0.8535.3%7550.69628
$17.00Nov 61.551.85$1.7017.6%7381.00839
$16.50Nov 61.151.45$1.3023.1%5290.881.9K
$14.00Nov 60.050.15$0.10100.0%4920.14496
$15.00Nov 60.200.50$0.3585.7%4690.38419

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 96.8%, max 106.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Nov 6Dec 11194.4%94.2%106.3%17110
$16.00Nov 6Dec 11193.6%94.0%106.1%220121
$15.00Nov 6Dec 18171.4%85.8%99.8%218327
$15.50Nov 6Nov 13187.2%104.1%79.9%96120
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.00Nov 6Dec 11193.6%94.0%106.1%768639
$15.00Nov 6Dec 18171.4%85.8%99.8%513769
$15.50Nov 6Nov 13187.2%104.1%79.9%5271.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 0.54, avg 1.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.50$15.00Dec 18$1.62$0.88$1.6283%0.54$14.12
$15.00$17.50Dec 18$1.00$1.50$1.0062%1.50$16.00
$15.00$16.00Dec 11$0.40$0.60$0.4061%1.50$15.40
$14.00$15.00Dec 4$0.50$0.50$0.5070%1.00$14.50
$15.00$16.00Dec 4$0.40$0.60$0.4060%1.50$15.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.00$17.50Nov 6$0.30$0.20$0.30100%0.67$17.70
$18.00$17.50Nov 13$0.31$0.19$0.3185%0.61$17.69
$16.00$15.50Nov 6$0.20$0.30$0.2069%1.50$15.80
$17.50$17.00Nov 20$0.28$0.22$0.2871%0.79$17.22
$15.50$15.00Nov 13$0.19$0.31$0.1950%1.63$15.31

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.64, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$16.00$16.50Nov 6$0.17$0.17$0.3363%0.52$16.17
$17.00$18.00Dec 4$0.35$0.35$0.6558%0.54$17.35
$16.50$17.00Nov 13$0.15$0.15$0.3562%0.43$16.65
$17.00$17.50Nov 20$0.15$0.15$0.3563%0.43$17.15
$15.50$16.00Nov 6$0.18$0.18$0.3250%0.56$15.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.00$12.50Dec 18$0.98$0.98$1.5259%0.64$14.02
$15.00$14.00Nov 20$0.56$0.56$0.4458%1.27$14.44
$15.00$14.50Nov 13$0.28$0.28$0.2258%1.27$14.72
$14.00$13.00Nov 13$0.22$0.22$0.7874%0.28$13.78
$14.50$14.00Nov 6$0.13$0.13$0.3774%0.35$14.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.42, cheapest $0.38)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.00Nov 6Nov 13$0.38193.6%107.7%
$15.50Nov 6Nov 13$0.37187.2%104.1%
$15.00Nov 6Nov 13$0.50171.4%113.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.00Nov 6Nov 13$0.45193.6%107.7%
$15.50Nov 6Nov 13$0.37187.2%104.1%
$15.00Nov 6Nov 13$0.48171.4%113.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 7.15% of stock, avg 14.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Nov 6$0.75$0.35$1.10$13.90$16.107.15%
$15.50Nov 6$0.53$0.65$1.18$14.32$16.687.67%
$16.00Nov 6$0.35$0.85$1.20$14.80$17.207.80%
$14.50Nov 6$1.20$0.23$1.43$13.07$15.939.30%
$16.50Nov 6$0.18$1.30$1.48$15.02$17.989.62%
$14.00Nov 6$1.58$0.10$1.68$12.32$15.6810.92%
$15.50Nov 13$0.90$1.02$1.92$13.58$17.4212.48%
$16.00Nov 13$0.73$1.30$2.03$13.97$18.0313.20%
$14.50Nov 13$1.53$0.55$2.08$12.42$16.5813.52%
$15.00Nov 13$1.25$0.83$2.08$12.92$17.0813.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 60 found (cheapest 1.30% of stock, avg 7.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$14.00Nov 6$0.10$0.10$0.20$13.80$17.70
$17.00$14.00Nov 6$0.13$0.10$0.23$13.77$17.23
$16.50$14.00Nov 6$0.18$0.10$0.28$13.72$16.78
$17.50$14.50Nov 6$0.10$0.23$0.33$14.17$17.83
$17.00$14.50Nov 6$0.13$0.23$0.36$14.14$17.36
$16.50$14.50Nov 6$0.18$0.23$0.41$14.09$16.91
$18.00$13.00Nov 13$0.28$0.18$0.46$12.54$18.46
$16.00$14.00Nov 6$0.35$0.10$0.45$13.55$16.45
$17.50$13.00Nov 13$0.35$0.18$0.53$12.47$18.03
$17.50$15.00Nov 6$0.10$0.35$0.45$14.55$17.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.00, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
14/1417/18Nov 13$0.25$0.2536%1.00$14.25$17.25
13/1417/18Nov 13$0.32$0.6844%0.47$13.68$17.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$14.00$15.00$16.00Nov 27$0.07$0.9322%13.29
$15.00$16.00$17.00Dec 4$0.05$0.9518%19.00
$16.00$17.00$18.00Dec 11$0.05$0.9516%19.00
$12.50$15.00$17.50Dec 18$0.62$1.8842%3.03
$14.00$15.00$16.00Dec 4$0.10$0.9019%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$15.00$16.00$17.00Nov 20$0.09$0.9123%10.11
$15.00$15.50$16.00Nov 13$0.09$0.4117%4.56
$12.50$15.00$17.50Dec 18$0.75$1.7543%2.33
$14.00$14.50$15.00Nov 13$0.13$0.3716%2.85
$14.50$15.00$15.50Nov 6$0.18$0.3229%1.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-0.51, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$15.001:2Dec 18-$0.51$1.99
$15.00$17.501:2Dec 18-$0.13$2.37
$14.50$15.001:2Nov 6-$0.30$0.20
$15.50$16.001:2Nov 6-$0.17$0.33
$16.50$17.001:2Nov 6-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$16.001:2Dec 4-$0.55$1.45
$16.00$14.001:2Dec 11-$0.15$1.85
$14.00$13.001:2Nov 20-$0.09$0.91
$15.00$14.501:2Nov 6-$0.11$0.39
$16.50$16.001:2Nov 6-$0.40$0.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 6.83%, avg 4.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$17.50Dec 18$1.050.4113.8%6.83%20.61%59211
$17.00Dec 11$1.000.4410.5%6.50%17.04%7--
$18.00Dec 11$0.750.3617.0%4.88%21.91%121
$16.00Dec 11$1.350.524.0%8.78%12.81%21
$17.00Dec 4$0.900.4210.5%5.85%16.38%12--
$16.00Dec 4$1.250.514.0%8.13%12.16%63--
$18.00Dec 4$0.550.3317.0%3.58%20.61%5--
$17.00Nov 27$0.700.3910.5%4.55%15.08%13--
$16.00Nov 27$1.000.494.0%6.50%10.53%7--
$18.00Nov 27$0.500.3017.0%3.25%20.29%1816

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 12,907
Total Puts 8,721
Put/Call Ratio 0.68
Net Difference 4,186

Prior's Put/Call Breakdown

Total Calls 26,011
Total Puts 10,605
Put/Call Ratio 0.41
Net Difference 15,406

Prior 7-Day Put/Call Summary

Total Calls 63,715
Total Puts 29,099
Average Put/Call Ratio 0.46
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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